
%%%%%%%%%%%%%%%%%
% main code replication file, for
% "Limits of Arbitrage and Primary Risk Taking in Derivatives Securities
% Liuren Wu, liuren.wu@baruch.cuny.edu
% 1/20/2023
% It loads in processed data and generates the tables in the paper
%%%%%%%%%%%%%%%%%
clear all;
format compact;

datareload=1;
if datareload
    Z=load('data.mat');
end
HedgingEffectiveness; %table 1
ReturnFactorModel; %Table2-5
OptionsMarketMaking; %Table 6
DiversificationEffect; %Table 7
OtherVariables; %Table 8

